In packages/delphi2007/dzComponentsR.dproj the include path of the Debug configuration is ..\..\jedi_inc;..\..\templates. The Release configuration also has ..\..\src, where dzlib.inc is.
Compiling the package with the Debug settings of the .dproj (Delphi 2007 dcc32, defines DEBUG;no_translation;NO_TRANSLATION_HINT;no_jvcl, the IDE's library path, which has no dzlib directory) stops at the first contained unit:
c_dzVirtualStringGrid.pas(9) Fatal: F1026 File not found: 'dzlib.inc'
With ..\..\src added to the include path the package compiles.
The Debug configuration also lacks the unit alias u_dzDpiScaleUtils=u_dzDpiScaleUtilsDummy that the Release configuration sets. That made no difference in the compile above.
The Debug configuration of packages/delphi2007/dzadodb.dproj has no ..\..\src in its include path either. That package was not compiled.